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Parallax Volatility Advisers Portfolio holdings
AUM
$38.6B
1-Year Est. Return
45.89%
This Fund
S&P 500
This Quarter
Est. Return
-4.72%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
AUM
$104B
AUM Growth
+$31B
(+42%)
Cap. Flow
+$32.9B
Cap. Flow
% of AUM
31.62%
Top 10 Holdings %
Top 10 Hldgs %
50.96%
Holding
2,377
New
828
Increased
595
Reduced
468
Closed
350
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Meta Platforms (Facebook)
META
|
+$497M |
| 2 |
Microsoft
MSFT
|
+$353M |
| 3 |
Zoom
ZM
|
+$214M |
| 4 |
Peloton Interactive
PTON
|
+$179M |
| 5 |
Nike
NKE
|
+$165M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$188M |
| 2 |
Tesla
TSLA
|
+$138M |
| 3 |
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
|
+$97M |
| 4 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$83.6M |
| 5 |
Salesforce
CRM
|
+$59.7M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 1.97% |
| 2 | Consumer Discretionary | 0.95% |
| 3 | Communication Services | 0.79% |
| 4 | Financials | 0.37% |
| 5 | Healthcare | 0.24% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
GAP
476
CALL
The Gap Inc
GAP
$7.74B
| $17M | 0.02% |
+748,900
| New | +$20.7M |
|
477
CALL
McDonald's
MCD
$194B
| $16.9M | 0.02% |
70,300
-7,900
| -10% | -$1.89M |
|
478
EQT Corp
EQT
$33.8B
| $16.9M | 0.02% |
+826,758
| New | +$16M |
|
|
479
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$48.4B
| $16.8M | 0.02% |
49,600
-60,300
| -55% | -$21.1M |
|
480
CALL
Verizon
VZ
$195B
| $16.8M | 0.02% |
310,300
-267,400
| -46% | -$14.8M |
|
481
CALL
Honeywell
HON
$77B
| $16.7M | 0.02% |
+83,607
| New | +$17.8M |
|
482
PUT
State Street SPDR S&P Retail ETF
XRT
$652M
| $16.7M | 0.02% |
184,900
-229,700
| -55% | -$21.8M |
|
483
CALL
Otis Worldwide
OTIS
$27.7B
| $16.7M | 0.02% |
202,500
+103,500
| +105% | +$9.1M |
|
484
CALL
WIX.com
WIX
$2.61B
| $16.6M | 0.02% |
84,700
+4,500
| +6% | +$1.11M |
|
485
PUT
ZTO Express
ZTO
$18.2B
| $16.6M | 0.02% |
540,000
-948,300
| -64% | -$27.2M |
|
|
486
PUT
Honeywell
HON
$77B
| $16.5M | 0.02% |
+82,546
| New | +$17.6M |
|
|
JMIA
487
PUT
Jumia Technologies
JMIA
$743M
| $16.4M | 0.02% |
884,200
-268,500
| -23% | -$5.68M |
|
488
CALL
lululemon athletica
LULU
$14.5B
| $16.3M | 0.02% |
40,300
+20,200
| +100% | +$8.09M |
|
489
PUT
Phillips 66
PSX
$86B
| $16.2M | 0.02% |
232,100
-46,100
| -17% | -$3.34M |
|
490
CALL
Vale
VALE
$63.4B
| $16.2M | 0.02% |
1,161,400
+761,200
| +190% | +$14.9M |
|
|
LAC
491
CALL
DELISTED
Lithium Americas Corp. Common Shares
LAC
| $16.2M | 0.02% |
+724,600
| New | +$12.7M |
|
|
BBBY
492
CALL
Bed Bath & Beyond
BBBY
$423M
| $16.2M | 0.02% |
228,250
+71,610
| +46% | +$4.96M |
|
493
CALL
MGM Resorts International
MGM
$10.9B
| $16.1M | 0.02% |
372,600
-294,200
| -44% | -$12M |
|
494
CALL
Roku
ROKU
$22.5B
| $15.8M | 0.02% |
50,500
-54,800
| -52% | -$20.7M |
|
495
CALL
Southwest Airlines
LUV
$22B
| $15.8M | 0.02% |
307,100
+80,000
| +35% | +$4.04M |
|
|
FTCH
496
CALL
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
| $15.6M | 0.02% |
+417,100
| New | +$18.5M |
|
497
PUT
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$27B
| $15.6M | 0.02% |
32,500
| – | – |
|
498
Tenet Healthcare
THC
$20.9B
| $15.6M | 0.02% |
234,840
-11,086
| -5% | -$786K |
|
499
CALL
iShares US Real Estate ETF
IYR
$4.52B
| $15.5M | 0.01% |
151,100
-317,200
| -68% | -$33.8M |
|
|
GAP
500
The Gap Inc
GAP
$7.74B
| $15.5M | 0.01% |
+681,559
| New | +$18.8M |
|
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HF
Parallax Volatility Advisers's Q3 2021 Portfolio in Review
As of Q3 2021, Parallax Volatility Advisers held 2,377 positions worth $104B, up 42% from $73B the previous quarter. Its ten largest holdings account for 51% of the portfolio.
Parallax Volatility Advisers deployed $32.9B of net new capital in Q3 2021, opening 828 new positions and adding to 595 existing holdings. Its largest new stake was Meta Platforms (Facebook): 1,381,068 shares worth $469M.
By sector, the portfolio is most concentrated in Technology at 2% of assets, up from 1.2% a quarter earlier, followed by Consumer Discretionary and Communication Services.
On the sell side, the largest reduction was State Street SPDR S&P 500 ETF Trust, an estimated $188M trimmed.
- Parallax Volatility Advisers's largest Q3 2021 buy was Meta Platforms (Facebook): 1,381,068 shares worth $469M.
- Parallax Volatility Advisers added most to Microsoft in Q3 2021, an estimated $353M increase.
- Parallax Volatility Advisers's biggest Q3 2021 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $188M.
- Parallax Volatility Advisers fully exited Wells Fargo in Q3 2021, selling an estimated $53.6M.
- Parallax Volatility Advisers's ten largest holdings make up 51% of its $104B portfolio in Q3 2021.
- Parallax Volatility Advisers opened 828 new positions and closed 350 in Q3 2021.
- Parallax Volatility Advisers's portfolio value rose 42% quarter-over-quarter to $104B.
Based on Parallax Volatility Advisers's 13F filing for Q3 2021, filed 15 Nov 2021.